Elmwood CLO (ELMW) XL

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Elmwood Asset Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J-1	LQD	58.000	2.48	-	ZZZ-	-	-	-	13.00%	-	Fzfqhkxu	GCHO	-	-	290	HCIG+290	-	555.00000
G-2	WLL	3.000	4.59	-	WWW-	-	-	-	77.20%	-	Mpjikdih	AOMN	-	-	400	DPUN+400	-	238.00000
P	AOT	54.000	6.30	-	P	-	-	-	35.00%	-	Zbpjhmzg	XHSS	-	-	185	PNNG+185	-	460.00000
Xcpdtf	RXH	49.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	RZQ	508.000	9.10	-	NN	-	-	-	35.00%	-	Nezmjjcv	UUEG	-	-	165	YWHF+165	-	297.00000
D	ISG	39.100	1.57	-	OO-	-	-	-	4.35%	-	Werujczh	HVHQ	-	-	525	YOGW+525	-	224.00000
Z	RGP	83.810	24.00	-	O-	-	-	-	5.62%	-	-	-	-	-	-	-	-	Retained
Q	AJF	511.000	5.47	-	NNN	-	-	-	31.00%	-	Tswrhjrw	COEJ	-	-	124	GUBY+124	-	971.00000

Tranche Comments

Q: Redemption: 2027-04-22; Registration: 144X/Xml J; Q: Redemption: 2027-04-22; Registration: 144W/Meu P; P: Redemption: 2027-04-22; Registration: 144V/Emd N; J-1: Redemption: 2027-04-22; Registration: 144Y/Eud W; G-2: Redemption: 2027-04-22; Registration: 144Z/Mdw R; D: Redemption: 2027-04-22; Registration: 144J/Wju V; Z: Redemption: 2027-04-22; Registration: 144F/Jna W; Xcpdtf: Redemption: 2027-04-22; Registration: 144E/Cez Q;

Deal Comments

Ttz Rass Qxbetwm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 2, 1999